+39.4%
CSCO vs U
+24.0%
+15.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | -2.9% | +32.3% | -35.2% | -3.7% |
| 30D | -16.7% | +9.7% | -26.4% | -16.7% |
| 3M | -18.4% | +19.6% | -38.0% | -18.8% |
| 6M | +2.9% | +82.6% | -79.7% | +0.7% |
| YTD | +30.4% | +16.4% | +14.0% | +29.4% |
| All | +39.4% | +24.0% | +15.4% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded U wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling